Stochastic Control in Discrete and Continuous Time (Q3499237)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Control in Discrete and Continuous Time |
scientific article |
Statements
Stochastic Control in Discrete and Continuous Time (English)
0 references
29 May 2008
0 references
stochastic control
0 references
controlled Markov chains
0 references
controlled diffusions
0 references
control of piecewise deterministic processes
0 references
conditions for optimality
0 references
